المؤلفون: Bourgey, Florian^{Aff1, Aff2}, Gobet, Emmanuel, Jiao, Ying^{Aff3, IDs1047902205135y_cor3}

المصدر: Annals of Operations Research. 336(1-2):1197-1218

المؤلفون: Bourgey, Florian, De Marco, Stefano, Friz, Peter K., Pigato, Paolo

مصطلحات موضوعية: Quantitative Finance - Mathematical Finance

URL الوصول: http://arxiv.org/abs/2204.02376

المؤلفون: Bourgey, Florian, De Marco, Stefano, Gobet, Emmanuel

مصطلحات موضوعية: Quantitative Finance - Mathematical Finance, 60G15, 60G22, 91G20, 60H07, 34E10

URL الوصول: http://arxiv.org/abs/2202.10413

المؤلفون: Bourgey, Florian, De Marco, Stefano

مصطلحات موضوعية: Quantitative Finance - Computational Finance, Quantitative Finance - Pricing of Securities, 60G15, 60G22, 65C05, 91G20, 91G60

URL الوصول: http://arxiv.org/abs/2105.05356

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المؤلفون: Guyon, Julien, Bourgey, Florian

المساهمون: Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS), École des Ponts ParisTech (ENPC), Mathematical Risk Handling (MATHRISK), Université Paris-Est Marne-la-Vallée (UPEM)-École des Ponts ParisTech (ENPC)-Inria de Paris, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Bloomberg L.P.

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Martingale optimal transport, History, JEL Classification: G13, [QFIN]Quantitative Finance [q-fin], Polymers and Plastics, Joint S&P 500/VIX smile calibration, Business and International Management, Newton-Sinkhorn, Industrial and Manufacturing Engineering, Implied Newton, Martingale interpolation

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::39f65f267af9e9c5367894fc056ab95d
https://doi.org/10.2139/ssrn.4315084

المؤلفون: Bourgey, Florian, GOBET, Emmanuel, Jiao, Ying

المساهمون: Centre de Mathématiques Appliquées - Ecole Polytechnique (CMAP), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Bloomberg L.P. Quantitative Finance Research, Bloomberg L.P., Institut de Science Financière et d'Assurances (ISFA), Chaire Stress Test - BNP Paribas/Ecole polytechnique/Fondation de l'X

مصطلحات موضوعية: carbon emission reduction, transition risk, credit risk, [SDE.MCG]Environmental Sciences/Global Changes, [QFIN.RM]Quantitative Finance [q-fin]/Risk Management [q-fin.RM], MSC: 91B38, 91G40, JEL: Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics/Q.Q5 - Environmental Economics/Q.Q5.Q54 - Climate • Natural Disasters and Their Management • Global Warming, JEL: G - Financial Economics/G.G3 - Corporate Finance and Governance/G.G3.G32 - Financing Policy • Financial Risk and Risk Management • Capital and Ownership Structure • Value of Firms • Goodwill, JEL: G - Financial Economics/G.G3 - Corporate Finance and Governance/G.G3.G38 - Government Policy and Regulation, Shared Socioeconomic Pathways, optimal production profit, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], JEL: C - Mathematical and Quantitative Methods/C.C6 - Mathematical Methods • Programming Models • Mathematical and Simulation Modeling/C.C6.C61 - Optimization Techniques • Programming Models • Dynamic Analysis, Climate risk

URL الوصول: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::67ef3b9cec036637ee3f59b6b6e0870a
https://hal.archives-ouvertes.fr/hal-03458299/document

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